PCA Index Dashboard Examples

PCA Index Dashboard Examples#

This script was last run at 2024-03-21 19:51:09.263019+00:00 (UTC)
In US/Central Time, this is 2024-03-21 14:51:09.263019-05:00
High Yield Index OAS 10Y-2Y Spread VIX CP - Treasury Spread, 3m NASDAQ Ret (transformed) 10-Year Treasury (transformed)
DATE
1997-01-02 -0.897164 -0.475079 0.085982 -0.008372 0.545424 0.254567
1997-01-03 -0.885454 -0.475079 -0.155818 0.007140 0.745003 0.205407
1997-01-06 -0.881551 -0.475079 -0.064391 -0.016128 0.777880 0.269352
1997-01-07 -0.881551 -0.454256 -0.129352 -0.047153 0.837506 0.382971
1997-01-08 -0.893261 -0.454256 -0.022287 -0.085934 0.785542 0.496198
... ... ... ... ... ... ...
2024-03-14 -0.862036 -1.474591 -0.724828 1.760045 0.887724 0.499575
2024-03-15 -0.858133 -1.495414 -0.723626 1.690239 0.831737 0.578866
2024-03-18 -0.869842 -1.474591 -0.733249 1.651458 0.714449 0.682736
2024-03-19 -0.881551 -1.464179 -0.794601 1.659214 0.739024 0.558646
2024-03-20 -0.865939 -1.401710 -0.888434 1.659214 0.828192 0.558646

7191 rows × 6 columns

../_images/763f212b7e4cfdd71dd154c69daaa7e3513eb9458edd9e2b79cb14564735bcb0.png
pc1
DATE
1997-01-02   -0.577920
1997-01-03   -0.684069
1997-01-06   -0.666972
1997-01-07   -0.703348
1997-01-08   -0.673017
                ...   
2024-03-14   -1.593710
2024-03-15   -1.581869
2024-03-18   -1.565047
2024-03-19   -1.572756
2024-03-20   -1.596820
Name: PC1, Length: 7191, dtype: float64
# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()
<Axes: xlabel='DATE'>
../_images/aebd3f9a885e2c527a2461640385f54ab3053d64cfe9c95365e066e4f31bc0a1.png
fig = px.line(pc1)
fig.show()
../_images/23120f3dfae6b293f5092924329f590df8585a14adb71f7a881dca312755334d.png